I saw this on your front page:
Some people are unable to save a .ppd project into the app root folder. To avoid this just save the project to another folder.
Just FYI, I was unable to save in a different folder, too. If this continues being a challenge (saving to a file in GameMaker is surprisingly difficult), consider trying to use an INI file instead. It's not as contained, but GameMaker has good support for INI.